Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47907.94 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46513.04 Kr¶

PnL: ---------------------------------------> -375.53 Kr¶

DD now: ---------------------------------> -1.485 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 12:52:02.906966'

Anic Portfolio¶

Today¶

Return: 0.411 %¶

This Week¶

Return: 0.788 %¶

Total¶

Return: 56.838 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.950000 2814.000000 178.000000 6.750000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Corem Property Group B 59 -1.160000 654.900000 77.900000 13.500000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.280000 432.800000 77.800000 21.920000 355.000000
SAAB B 8 1.250000 3436.800000 59.800000 1.770000 3377.000000
Boozt 12 0.000000 1706.400000 52.400000 3.170000 1653.999996
HMS Networks 2 -0.440000 716.400000 43.400000 6.450000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
Intrum 4 0.480000 548.800000 21.800000 4.140000 527.000000
Coor Service Management Hold. 8 0.290000 548.400000 16.400000 3.080000 532.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
FM Mattsson Mora Group B 50 -1.010000 2940.000000 13.000000 0.440000 2927.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.920000 257.280000 11.280000 4.590000 246.000000
AcadeMedia 12 0.680000 564.480000 7.480000 1.340000 557.000004
Norva24 Group 16 1.420000 549.760000 6.760000 1.240000 543.000000
Resurs Holding 22 0.110000 579.260000 5.260000 0.920000 573.999998
Swedbank A 3 1.610000 568.050000 4.050000 0.720000 564.000000
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.370000 546.000000 0.000000 0.000000 546.000000
Securitas B 6 -0.040000 569.160000 -0.840000 -0.150000 570.000000
Essity B 2 -1.310000 572.400000 -1.600000 -0.280000 574.000000
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
Nordea Bank Abp 29 0.020000 3449.840000 -4.160000 -0.120000 3453.999992
CTEK 13 0.570000 525.850000 -8.150000 -1.530000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.580000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.430000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 0.360000 3601.000000 -155.000000 -4.130000 3756.000001
Ovzon 52 3.720000 3047.200000 -314.800000 -9.360000 3361.999992
Fasadgruppen Group 35 -0.300000 3447.500000 -363.500000 -9.540000 3810.999990
TOTAL 46513.040000 -375.530000 -1.48458% 46888.564618

Updated:¶

'2023-01-18 12:52:15.522246'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶